I usuall try to download an album first, if I listen to the album and I like it I always buy the original, because I prefer the actual CD with the booklet and everything. I have 2 page list of albums I need to buy.

Buy original stuffs then you support the band and the label. MP3 is a fucking virtual stuff, I hate it. The worse thing is when you can download rip of vinyl releases, brrr, what a crap thing!!!

it depends really. i for one dont like the idea of ending up with a huge amount of shit in my collection so i try before i buy. i still buy a lot of vinyls, but only stuff i truely enjoy and know im going to listen to more than once in my lifetime.
i know people who constantly take shots in the dark, trusting word of mouth, and getting pissed because theyve flushed money down the toilet.
i find this approach leads to hording and eventually having a collection full of average releases you never listen to.